How can I make link group that look like this image, and how to make that group to my local asset so i cant edit mesh, material, texture of it
What you are looking for is the append option, it's similar to link, but this options is like import the group from the original file, so you copy or import the group from the original file and you can edit it in the final file without editing the group from the original file.



However, you can't edit the textures without edit the original textures because textures aren't part of the .blend file, they are independent files from the .blend file.